Ballestra, L. V., D'Innocenzo, E., & Tezza, C. (2024). GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance.
Chicago Style (17th ed.) CitationBallestra, Luca Vincenzo, Enzo D'Innocenzo, and Christian Tezza. GARCH Option Valuation with Long-run and Short-run Volatility Components: A Novel Framework Ensuring Positive Variance. 2024.
MLA (9th ed.) CitationBallestra, Luca Vincenzo, et al. GARCH Option Valuation with Long-run and Short-run Volatility Components: A Novel Framework Ensuring Positive Variance. 2024.
Warning: These citations may not always be 100% accurate.